I want to be able to adjust the EMA periods in the calculation of the Chaikin Money Flow Oscillator indicator. I couldn't any references about this in Wiki or WLP. Did I miss it.
Gary
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Wish I knew where the "EMA periods" are coming from. In Wealth-Lab's CMF there are no "periods", just one single lookback period. Moreover, the indicator does not use an EMA - just SMA. The formula is here:
http://www2.wealth-lab.com/WL5WIKI/CMF.ashx
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Eugene,
You do have the Chaikin Money Flow Oscillator it's CADO(). It's the EMA( 3 day AccumDist)- EMA ( 10 day AccumDis). My coded version duplicates version from WLP for the daily.
Gary
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Good for you. Like I said, that's the
Chaikin Oscillator (CADO) and
not the Chaikin Money Flow Oscillator (CMF) as you keep saying. Makes difference. To avoid topic title from sounding misleading I've renamed it from "Adjusting EMA periods in Chaikin Money Flow Oscillator".
It's history now why the coder of the indicator decided not to expose the EMA1 and EMA2 as parameters. Clearly that's what we'd do these days. Unfortunately, it's not possible to change this now as this is a "standard indicator". If it weren't a Fidelity indicator there could be options.
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